+2,235.8%
COST vs VIVK
-100.0%
+2,335.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.4% | +7.7% | +0.3% |
| 7D | -1.2% | -4.4% | +3.2% | -1.2% |
| 30D | -4.7% | -40.8% | +36.1% | -4.7% |
| 3M | -7.1% | -94.1% | +87.0% | -7.0% |
| 6M | -8.5% | -98.2% | +89.7% | -8.4% |
| YTD | +5.4% | -98.0% | +103.4% | +5.5% |
| 1Y | -5.6% | -100.0% | +94.3% | -5.4% |
| 3Y | +68.5% | -100.0% | +168.5% | +68.9% |
| 5Y | +105.2% | -100.0% | +205.2% | +105.7% |
| 10Y | +610.7% | -100.0% | +710.7% | +611.1% |
| All | +2,235.8% | -100.0% | +2,335.8% | +2,235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIVK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling